Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649)

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Order flow in the financial markets from the perspective of the fractional Lévy stable motion
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    Order flow in the financial markets from the perspective of the fractional Lévy stable motion (English)
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    13 December 2021
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    time-series and signal analysis
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    discrete
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    stochastic dynamics
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    quantitative finance
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    scaling in socio-economic systems
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    fractional dynamics
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